NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 20-Aug-2014
Day Change Summary
Previous Current
19-Aug-2014 20-Aug-2014 Change Change % Previous Week
Open 4.073 4.140 0.067 1.6% 4.236
High 4.167 4.143 -0.024 -0.6% 4.252
Low 4.073 4.075 0.002 0.0% 4.031
Close 4.145 4.108 -0.037 -0.9% 4.054
Range 0.094 0.068 -0.026 -27.7% 0.221
ATR 0.094 0.092 -0.002 -1.8% 0.000
Volume 16,209 18,452 2,243 13.8% 136,277
Daily Pivots for day following 20-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.313 4.278 4.145
R3 4.245 4.210 4.127
R2 4.177 4.177 4.120
R1 4.142 4.142 4.114 4.126
PP 4.109 4.109 4.109 4.100
S1 4.074 4.074 4.102 4.058
S2 4.041 4.041 4.096
S3 3.973 4.006 4.089
S4 3.905 3.938 4.071
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 4.775 4.636 4.176
R3 4.554 4.415 4.115
R2 4.333 4.333 4.095
R1 4.194 4.194 4.074 4.153
PP 4.112 4.112 4.112 4.092
S1 3.973 3.973 4.034 3.932
S2 3.891 3.891 4.013
S3 3.670 3.752 3.993
S4 3.449 3.531 3.932
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.198 4.015 0.183 4.5% 0.096 2.3% 51% False False 23,012
10 4.252 4.015 0.237 5.8% 0.096 2.3% 39% False False 23,907
20 4.252 3.950 0.302 7.4% 0.093 2.3% 52% False False 19,288
40 4.727 3.950 0.777 18.9% 0.086 2.1% 20% False False 17,277
60 5.027 3.950 1.077 26.2% 0.089 2.2% 15% False False 15,405
80 5.052 3.950 1.102 26.8% 0.091 2.2% 14% False False 13,819
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.011
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.432
2.618 4.321
1.618 4.253
1.000 4.211
0.618 4.185
HIGH 4.143
0.618 4.117
0.500 4.109
0.382 4.101
LOW 4.075
0.618 4.033
1.000 4.007
1.618 3.965
2.618 3.897
4.250 3.786
Fisher Pivots for day following 20-Aug-2014
Pivot 1 day 3 day
R1 4.109 4.102
PP 4.109 4.097
S1 4.108 4.091

These figures are updated between 7pm and 10pm EST after a trading day.

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